Fuchun Li - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2009 | 2006 | 2005 | 2003

	Title	Other author(s)
Abstract Full text	Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach Bank of Canada Working papers [View] (Paper: 2011-19, 01.10.2011)	Toni Gravelle
Abstract Full text	Identifying Asymmetric Comovements of International Stock Market Returns Bank of Canada Working papers [View] (Paper: 2010-21, 06.08.2010) JEL: C49, F21, G15, G19
Abstract Full text	Financial Stress, Monetary Policy, and Economic Activity Bank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010) JEL: C01, E50, G01	Pierre St-Amant
Abstract Full text	A Consistent Test for Multivariate Conditional Distributions Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009) JEL: C12, C22	Greg Tkacz
Abstract Full text	Testing for Financial Contagion with Applications to the Canadian Banking System Bank of Canada Working papers [View] (Paper: 2009-14, 15.05.2009) JEL: C12, G01, G15
Abstract Full text	Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model Bank of Canada Working papers [View] (Paper: 2006-42, 25.11.2006) JEL: C5, E4	Céline Gauthier
Abstract Full text	Testing the Parametric Specification of the Diffusion Function in a Diffusion Process Bank of Canada Working papers [View] (Paper: 2005-35, 17.11.2005) JEL: C12, C14
Abstract Full text	Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods Bank of Canada Working papers [View] (Paper: 2001-12, 05.02.2003)	Greg Tkacz
Abstract Full text	A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data Bank of Canada Working papers [View] (Paper: 2001-21, 05.02.2003)	Greg Tkacz

Papers by year: All | 2011 | 2010 | 2009 | 2006 | 2005 | 2003